Anic Equity¶

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Total return since start: 0.712 %¶

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Equity now: -----------------------------> 52282.71 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48153.64 Kr¶

PnL: ---------------------------------------> -778.36 Kr¶

DD now: ---------------------------------> -1.577 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 15:50:58.447064'

Anic Portfolio¶

This Week¶

Return: -0.181 %¶

Total portfolio value¶

Return including deposits: 70.959 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 6.790000 701.680000 62.680000 9.810000 638.999984
Xvivo Perfusion 3 -0.510000 877.500000 32.500000 3.850000 845.000001
Biotage 4 1.150000 631.200000 28.200000 4.680000 603.000000
Embracer Group B 26 2.020000 688.220000 26.220000 3.960000 661.999988
Vitrolife 3 1.560000 703.200000 26.200000 3.870000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Humana 40 4.710000 693.600000 19.600000 2.910000 674.000000
Addtech B 3 0.420000 718.200000 18.200000 2.600000 699.999999
Fortnox 10 1.010000 683.200000 15.200000 2.280000 668.000000
SynAct Pharma 9 -0.410000 655.200000 10.200000 1.580000 645.000003
NCC B 7 0.370000 659.050000 5.050000 0.770000 653.999997
Svolder B 35 -0.400000 2184.000000 5.000000 0.230000 2179.000005
Addnode Group B 6 -0.710000 754.800000 2.800000 0.370000 751.999998
Indutrade 5 -0.600000 1320.500000 0.500000 0.040000 1320.000000
Latour B 2 -0.620000 449.200000 0.200000 0.040000 449.000000
Sedana Medical 135 4.770000 4330.800000 -0.200000 0.000000 4330.999935
Volati 5 -0.350000 571.000000 -3.000000 -0.520000 574.000000
SCA A 4 1.090000 594.400000 -4.600000 -0.770000 599.000000
Nolato B 12 -1.110000 640.200000 -7.800000 -1.200000 648.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
Profoto Holding 7 -1.450000 571.200000 -10.800000 -1.860000 581.999999
Investor B 3 -0.460000 645.750000 -12.250000 -1.860000 657.999999
BONESUPPORT HOLDING 10 0.080000 1211.000000 -13.000000 -1.060000 1224.000000
Sdiptech B 3 -2.040000 807.600000 -14.400000 -1.750000 822.000000
Lime Technologies 2 -4.460000 557.000000 -36.000000 -6.070000 593.000000
Ambea 68 1.050000 2491.520000 -45.480000 -1.790000 2537.000032
Creades A 7 -0.260000 547.400000 -63.600000 -10.410000 610.999998
Lundin Gold 7 -1.220000 905.800000 -68.200000 -7.000000 973.999999
Investor A 16 -0.600000 3444.800000 -100.200000 -2.830000 3545.000000
Balco Group 39 -1.520000 1772.550000 -102.450000 -5.460000 1874.999997
New Wave B 40 -0.720000 3732.800000 -183.200000 -4.680000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 1.870000 2623.300000 -343.700000 -11.580000 2966.999993
TOTAL 48091.720000 -840.280000 -1.69268% 48931.999868

Updated:¶

'2023-06-14 15:49:05.067755'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶